I have found a very good application that would do a good job for learning purposes of Windows REGEX students...
The Regex Coach .

Working on LINUX would be easier for Regular Expression practices since nearly all works like this. But on Windows, besides the great Bundle::PPT (A bundle for install perl power tools that emulate LINUX shell commands) there are very reduced ways of dealing with REGEX. And oneliners are good, if you could be sure that the rest of the code is not affecting the REGEX to be tested.

This Regex Coach was programmed in Common Lisp. And explains a lot about any regular expression that I could try...

It not only resolves matching, substitutions and splitting, but also makes a short description of the regex to test. It shows the mistakes and draws a tree with the possible paths considered by the evaluation. There is even a step by step traversing of the main decisions that the regex engine does. And highlights the chars that are involved on each one. It also allows to mask some part of the text to be filtered, to see the efects of the regular expression. When each step is done, a part of the text is highlited, as well as the part of the code involved in that moment. People should try this freeware. And thank the author, to encourage him to keep on improving it... If it is possible!